They have the similar meanings. The way they are used in the sentence is different. Ex: "I take a shower every day." - This means that the action takes place every single day in succession. "Each day" can mean the same as every day, but it can mean only on certain days as well. Ex: "For each day that I go to work, I make a certain amount of money." I don't work every day, but on the days that I do work, I make money.

eh no difference

Pretty darn similar! :P